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Model interpretation is one of the key aspects of the model evaluation process. The explanation of the relationship between model variables and outputs is relatively easy for statistical models, such as linear regressions, thanks to the…
In this article, a large data set containing every course taken by every undergraduate student in a major university in Canada over 10 years is analysed. Modern machine learning algorithms can use large data sets to build useful tools for…
Random forest (RF) stands out as a highly favored machine learning approach for classification problems. The effectiveness of RF hinges on two key factors: the accuracy of individual trees and the diversity among them. In this study, we…
Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…
In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…
Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…
The potential lack of fairness in the outputs of machine learning algorithms has recently gained attention both within the research community as well as in society more broadly. Surprisingly, there is no prior work developing tree-induction…
The Random Forest (RF) classifier is often claimed to be relatively well calibrated when compared with other machine learning methods. Moreover, the existing literature suggests that traditional calibration methods, such as isotonic…
We introduce a modification of Random Forests to estimate functions when unobserved confounding variables are present. The technique is tailored for high-dimensional settings with many observed covariates. We use spectral deconfounding…
Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by…
We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm,…
We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized…
Predicting rare outcomes such as startup success is central to venture capital, demanding models that are both accurate and interpretable. We introduce Random Rule Forest (RRF), a lightweight ensemble method that uses a large language model…
The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables…
Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…
Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…
We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…
The R package DynForest implements random forests for predicting a continuous, a categorical or a (multiple causes) time-to-event outcome based on time-fixed and time-dependent predictors. The main originality of DynForest is that it…
Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting…
Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…